Calculating quantile risk measures for financial return series using extreme value theory
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Date
1998Type
- Report
ETH Bibliography
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https://doi.org/10.3929/ethz-a-004320029Publication status
publishedPublisher
Departement Mathematik, Eidgenössische Technische Hochschule ZürichSubject
EXTREMWERTSTATISTIK (MATHEMATISCHE STATISTIK); QUANTILE + MEDIANE (MATHEMATISCHE STATISTIK); FINANZMATHEMATIK + WIRTSCHAFTSMATHEMATIK; EXTREME VALUE STATISTICS (MATHEMATICAL STATISTICS); QUANTILES + MEDIANS (MATHEMATICAL STATISTICS); FINANCIAL MATHEMATICS + MATHEMATICAL ECONOMICSOrganisational unit
02000 - Dep. Mathematik / Dep. of Mathematics
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ETH Bibliography
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